Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.287830601092896 | Range | 2.1 | Trim Var. | 0.156955782312925 |
V(Y[t],d=1,D=0) | 0.064550847457627 | Range | 1.3 | Trim Var. | 0.0327413273001508 |
V(Y[t],d=2,D=0) | 0.066206896551724 | Range | 1.1 | Trim Var. | 0.0404939668174962 |
V(Y[t],d=3,D=0) | 0.135075620084694 | Range | 1.9 | Trim Var. | 0.0699660633484162 |
V(Y[t],d=0,D=1) | 0.064550847457627 | Range | 1.3 | Trim Var. | 0.0327413273001508 |
V(Y[t],d=1,D=1) | 0.066206896551724 | Range | 1.1 | Trim Var. | 0.0404939668174962 |
V(Y[t],d=2,D=1) | 0.135075620084694 | Range | 1.9 | Trim Var. | 0.0699660633484162 |
V(Y[t],d=3,D=1) | 0.400307017543859 | Range | 3 | Trim Var. | 0.215796078431372 |
V(Y[t],d=0,D=2) | 0.066206896551724 | Range | 1.1 | Trim Var. | 0.0404939668174962 |
V(Y[t],d=1,D=2) | 0.135075620084694 | Range | 1.9 | Trim Var. | 0.0699660633484162 |
V(Y[t],d=2,D=2) | 0.400307017543859 | Range | 3 | Trim Var. | 0.215796078431372 |
V(Y[t],d=3,D=2) | 1.37288311688311 | Range | 5.59999999999999 | Trim Var. | 0.740391836734693 |